dont worry about the pellets you can get them on pellets later.
Earthworms , prawns, just always cut things up so they are small enough for their mouths.
also like jeffers said remove anything not eaten.
they are healthy looking rays and full bodied so you can just feed a small amount twice a day till the tank is cycled. you dont to pack them full all the time.
about the behaviour the sneeze and shake .
they do this sometimes after changing conditions cause them to produce more mucus and this movement is to shake of excess mucus.
What water conditioner did you use to remove chlorine?
i have noticed my rays react like you mentioned when the carbon in my water filter was exhausted and chlorine was getting through.
Also did you add anything else?
dont panic though as you seem to being doing everything right.